Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-16 0.313883 0.343113 0.374842 0.412014 0.454591 0.502098 0.559488
2025-03-23 0.279307 0.317103 0.360430 0.414298 0.480221 0.559273 0.662803
2025-03-30 0.253551 0.296230 0.347247 0.413728 0.499617 0.609098 0.763106
2025-04-06 0.232296 0.277729 0.333923 0.410082 0.513151 0.651826 0.860149
2025-04-13 0.210119 0.255646 0.313442 0.394209 0.507640 0.667166 0.920523
2025-04-20 0.198179 0.245377 0.306897 0.395615 0.525148 0.716196 1.038940
2025-04-27 0.187547 0.235791 0.300149 0.395612 0.540025 0.762710 1.162033
2025-05-04 0.178091 0.226956 0.293507 0.394772 0.553054 0.807587 1.291329
2025-05-11 0.170725 0.220379 0.289353 0.396925 0.570559 0.861818 1.449767
2025-05-18 0.160135 0.208562 0.276768 0.385013 0.563816 0.873151 1.526588
2025-05-25 0.149905 0.196664 0.263270 0.370510 0.551102 0.871819 1.576497
2025-06-01 0.144695 0.191684 0.259640 0.371208 0.564119 0.919438 1.745297
2025-06-08 0.142102 0.190519 0.261872 0.381924 0.596616 1.011305 2.051171
2025-06-15 0.138268 0.187264 0.260633 0.386703 0.618894 1.086857 2.346098
2025-06-22 0.133931 0.182993 0.257494 0.387912 0.634534 1.151303 2.638193
2025-06-29 0.129191 0.177849 0.252628 0.385660 0.643121 1.201717 2.911753
2025-07-06 0.122386 0.169205 0.241652 0.371736 0.626906 1.192012 2.988106
2025-07-13 0.119209 0.166066 0.239457 0.373439 0.642708 1.261860 3.373713
2025-07-20 0.115968 0.162663 0.236616 0.373694 0.655469 1.326848 3.781401
2025-07-27 0.112776 0.159192 0.233457 0.373080 0.666259 1.389087 4.220779
2025-08-03 0.110270 0.156702 0.231806 0.375170 0.683232 1.471959 4.816939
2025-08-10 0.105649 0.150605 0.223697 0.364223 0.669521 1.465541 4.977512
2025-08-17 0.100859 0.144082 0.214600 0.350839 0.649049 1.436397 5.007541